Last Update: 25 Jan 2022 3:15 GMT+0

The Egypt 10Y Government Bond has a 15.243% yield.

10 Years vs 2 Years bond spread is 92.4 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 8.25% (last modification in November 2020).

The Egypt credit rating is B, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 439.25 and implied probability of default is 7.32%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 62.9 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 51.1 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 92.4 bp Normal Convexity in Long-Term vs Short-Term Maturities
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Rating Agency Rating Outlook
Standard & Poor's
B
-
Moody's Investors Service
B2
-
Fitch Ratings
B+
-
DBRS
-
-
Egypt Credit Ratings History
Interest Rates
Central Bank Rate 8.25%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 439.25 -1.39 % +2.39 % +54.01 % 7.32 %

Egypt Government Bonds

Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link , to see preditions of bond yield.

Price refers to a hypothetical zero coupon bond, with a face value 100.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
3 months 11.765% -46.4 bp -218.3 bp
6 months 12.438% -1.8 bp -140.6 bp
9 months 12.976% -4.2 bp -64.4 bp
1 year 13.690% -1.8 bp +24.4 bp 87.96 +0.02 % -0.22 %
2 years 14.319% -4.0 bp -9.2 bp 76.52 +0.08 % +0.17 %
3 years 15.140% -3.6 bp +6.3 bp 65.51 +0.09 % -0.17 %
5 years 14.830% -5.3 bp -41.8 bp 50.09 +0.24 % +1.83 %
7 years 15.163% -1.8 bp -11.4 bp 37.22 +0.11 % +0.68 %
10 years 15.243% -1.2 bp -28.0 bp 24.20 +0.08 % +2.46 %

Egypt 10Y Bond Yield Spread

The Egypt 10Y Government Bond has a 15.243% yield. Click on Spread value for the historical serie.

A positive spread, marked by a red circle, means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.

Click on the values in "Current Spread" column, for the historical series of the spread.

Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.

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Egypt 10Y vs Current Spread Chg 1M Chg 6M
Germany 10Y 1535.4 bp -15.5 bp -58.9 bp Compare
Japan 10Y 1511.2 bp -8.4 bp -39.1 bp Compare
France 10Y 1494.2 bp -19.5 bp -66.8 bp Compare
Spain 10Y 1461.2 bp -12.6 bp -64.6 bp Compare
United Kingdom 10Y 1411.4 bp -21.9 bp -82.0 bp Compare
Italy 10Y 1389.1 bp -24.3 bp -101.0 bp Compare
United States 10Y 1347.2 bp -29.0 bp -77.0 bp Compare
Canada 10Y 1342.5 bp -35.4 bp -89.0 bp Compare
Australia 10Y 1328.5 bp -37.6 bp -103.6 bp Compare
China 10Y 1254.1 bp +13.0 bp -4.4 bp Compare
India 10Y 859.1 bp -20.2 bp -76.7 bp Compare
Russia 10Y 552.8 bp -130.7 bp -300.5 bp Compare
Brazil 10Y 413.1 bp -88.3 bp -222.4 bp Compare

Egypt Government Bonds Prices

Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.

For each maturity, the current market yield is shown.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
10 years 15.243% 24.20 29.17 39.12 49.07 59.01 68.96
7 years 15.163% 37.22 41.36 49.64 57.92 66.20 74.48
5 years 14.830% 50.09 53.45 60.18 66.92 73.65 80.38
3 years 15.140% 65.51 67.79 72.35 76.90 81.46 86.01
2 years 14.319% 76.52 78.16 81.44 84.72 88.00 91.28
1 year 13.690% 87.96 88.84 90.60 92.36 94.12 95.87
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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